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5. Conduct an Ljung-box text 6. Plot the ACF and PACF of the data and find out whether AR or MA models are suitable for the data

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5. Conduct an Ljung-box text 6. Plot the ACF and PACF of the data and find out whether AR or MA models are suitable for the data
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Solution 1

Sure, here are the steps to conduct a Ljung-Box test, plot the ACF and PACF, and determine if AR or MA models are suitable for the data:

  1. Conduct a Ljung-Box Test
    • Import the necessary libraries in Python: import pandas as pd and from statsmodels.stats.diagnostic import acorr_ljungbox Knowee AI is a powerful AI-powered study tool designed to help you to solve study problem.
Knowee AI  is a powerful AI-powered study tool designed to help you to solve study problem.
Knowee AI  is a powerful AI-powered study tool designed to help you to solve study problem.
Knowee AI  is a powerful AI-powered study tool designed to help you to solve study problem.
Knowee AI  is a powerful AI-powered study tool designed to help you to solve study problem.
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5. Conduct an Ljung-box text 6. Plot the ACF and PACF of the data and find out whether AR or MA models are suitable for the data

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given the ACF and the PACF of the time series,, what ARMA model fits the time serius?

> #Test ARCH effect > Box.test(m2$residuals^2,lag=10,type='Ljung') Box-Ljung test data: m2$residuals^2 X-squared = 17.628, df = 10, p-value = 0.06156

The box-and-whisker plot below represents some data set. What is the maximum value of the data?0102030405060708090100

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